This is because the long, uninterrupted teeth of a single cut file act like a series of knives that shear material away from the surface of the workpiece with each stroke.
Double cut and millenicut teeth are much shorter and would be more prone to digging channels in the material, which makes them unsuitable for draw filing. Other types of cut are the wrong shape to be used in both directions, which also rules them out.
For more information on types of file teeth, see: What is a file’s cut?